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Paper data
Sequential Monte Carlo simulation of dynamical models with slow-varying parameters: An extension

Fong William, University of Cambridge
Godsill Simon, University of Cambridge

Page numbers in the proceedings:
Volume II pp 303-306

Applications of Particle Filtering in Communications (2/2)

Paper abstract
In this paper, we improve on the slow time-varying partial correlation (STV-PARCOR) model recently suggested by us to include any deterministic interpolator. We then suggest a modification to the on-line filtering algorithm to accomodate the changes. It is believed that the modification will improve on the simulation results as it takes into account the underlying trend of the parameter evolution. The suggested algorithm is tested with real speech data and preliminary results are shown and compared with those generated using existing approaches.

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